SDG vs. INKM
SDG (iShares MSCI Global Sustainable Development Goals ETF) and INKM (SPDR SSgA Income Allocation ETF) are both Global Equities funds. SDG is passively managed, while INKM is actively managed. Over the past 10 years, SDG returned 8.00%/yr vs 5.35%/yr for INKM. Their 0.68 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.50% expense ratio.
Performance
SDG vs. INKM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SDG having a 6.68% return and INKM slightly lower at 6.55%. Over the past 10 years, SDG has outperformed INKM with an annualized return of 8.00%, while INKM has yielded a comparatively lower 5.35% annualized return.
SDG
- 1D
- -0.79%
- 1M
- -0.13%
- 6M
- 5.77%
- YTD
- 6.68%
- 1Y
- 15.56%
- 3Y*
- 5.00%
- 5Y*
- 0.06%
- 10Y*
- 8.00%
- ALL TIME*
- 8.08%
INKM
- 1D
- -0.08%
- 1M
- -0.01%
- 6M
- 3.84%
- YTD
- 6.55%
- 1Y
- 11.75%
- 3Y*
- 9.41%
- 5Y*
- 4.22%
- 10Y*
- 5.35%
- ALL TIME*
- 5.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $294.57K | $201.29K | $258.16K | |
| $355.88K | $282.94K | $402.28K |
SDG vs. INKM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 6.68% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 44.36% | 25.38% | -8.32% | 27.28% |
INKM SPDR SSgA Income Allocation ETF | 6.55% | 11.86% | 5.70% | 10.26% | -12.58% | 8.52% | 3.11% | 17.12% | -5.32% | 13.95% |
Correlation
The correlation between SDG and INKM is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.68 |
The correlation between SDG and INKM has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.
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Return for Risk
SDG vs. INKM — Risk / Return Rank
SDG
INKM
SDG vs. INKM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and SPDR SSgA Income Allocation ETF (INKM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SDG | INKM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.58 | -0.69 |
| Martin ratioReturn relative to average drawdown | 5.81 | 10.16 | -4.36 |
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Drawdowns
SDG vs. INKM - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, which is greater than INKM's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for SDG and INKM.
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Drawdown Indicators
| SDG | INKM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -28.58% | -1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -4.55% | -4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | -7.36% | -15.56% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -19.18% | -11.17% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -28.58% | -1.77% |
Current DrawdownCurrent decline from peak | -3.53% | -0.45% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -3.66% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 1.15% | +1.66% |
Volatility
SDG vs. INKM - Volatility Comparison
iShares MSCI Global Sustainable Development Goals ETF (SDG) has a higher volatility of 3.70% compared to SPDR SSgA Income Allocation ETF (INKM) at 1.25%. This indicates that SDG's price experiences larger fluctuations and is considered to be riskier than INKM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | INKM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 1.25% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 4.70% | +7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 6.01% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 8.31% | +7.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 9.74% | +6.87% |
SDG vs. INKM - Expense Ratio Comparison
Both SDG and INKM have an expense ratio of 0.50%.
Dividends
SDG vs. INKM - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.70%, less than INKM's 4.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INKM SPDR SSgA Income Allocation ETF | 4.78% | 5.82% | 4.83% | 4.56% | 5.03% | 3.74% | 3.88% | 4.38% | 4.08% | 3.10% | 3.39% | 3.45% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.70% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% | 0.00% |
Frequently Asked Questions
SDG and INKM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDG has higher volatility (3.70%) compared to INKM (1.25%). In terms of maximum drawdown, SDG dropped -30.35% vs INKM's -28.58%.
On 10-year performance, SDG leads with 8.00% vs 5.35% for INKM. Both ETFs have the same 0.50% expense ratio. On volatility, INKM has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SDG has performed better with a 8.00% return vs 5.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDG and INKM have the same expense ratio: 0.50% per year.
INKM has the higher dividend yield at 4.78%, compared with 1.70% for SDG.
They also come from different issuers: iShares and State Street.
INKM currently has the higher Sharpe Ratio (1.96 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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